+4,789.7%
SITM vs WCN
+85.3%
+4,704.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.4% | +5.4% |
| 7D | +3.9% | -3.1% | +7.0% | +5.7% |
| 30D | -6.6% | -3.4% | -3.2% | -5.0% |
| 3M | -11.9% | +3.0% | -14.8% | -15.3% |
| 6M | +81.1% | -3.8% | +84.9% | +80.2% |
| YTD | +80.0% | -8.3% | +88.3% | +84.3% |
| 1Y | +145.8% | -9.7% | +155.6% | +152.4% |
| 3Y | +475.9% | +17.2% | +458.7% | +354.7% |
| 5Y | +189.2% | +25.3% | +163.9% | +108.6% |
| All | +4,789.7% | +85.3% | +4,704.4% | +3,037.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling